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Do Jumps Contribute to the Dynamics of the Equity...
Preprint
Do Jumps Contribute to the Dynamics of the Equity Premium?
Authors
Maheu JM; McCurdy TH; Zhao X
Publication date
January 1, 2011
DOI
10.2139/ssrn.1927944
Preprint server
SSRN Electronic Journal
Associated Experts
John Maheu
Professor, DeGroote School of Business
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